Boyd Watterson Limited Fund Market Value
| BWDTX Fund | USD 9.90 0.01 0.10% |
| Symbol | Boyd |
Boyd Watterson 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Boyd Watterson's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Boyd Watterson.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Boyd Watterson on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Boyd Watterson Limited or generate 0.0% return on investment in Boyd Watterson over 30 days. Boyd Watterson is related to or competes with Aig Government. The fund invests a majority of its assets in investments in domestic, and U.S More
Boyd Watterson Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Boyd Watterson's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Boyd Watterson Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1353 | |||
| Information Ratio | (0.75) | |||
| Maximum Drawdown | 0.5096 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.2045 |
Boyd Watterson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boyd Watterson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boyd Watterson's standard deviation. In reality, there are many statistical measures that can use Boyd Watterson historical prices to predict the future Boyd Watterson's volatility.| Risk Adjusted Performance | 0.0895 | |||
| Jensen Alpha | 0.0086 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.59) | |||
| Treynor Ratio | 0.6303 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Boyd Watterson's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Boyd Watterson Backtested Returns
At this stage we consider Boyd Mutual Fund to be very steady. Boyd Watterson secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Boyd Watterson Limited, which you can use to evaluate the volatility of the entity. Please confirm Boyd Watterson's Mean Deviation of 0.0792, coefficient of variation of 527.64, and Risk Adjusted Performance of 0.0895 to double-check if the risk estimate we provide is consistent with the expected return of 0.019%. The fund shows a Beta (market volatility) of 0.016, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boyd Watterson's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boyd Watterson is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Boyd Watterson Limited has insignificant reverse predictability. Overlapping area represents the amount of predictability between Boyd Watterson time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Boyd Watterson price movement. The serial correlation of -0.19 indicates that over 19.0% of current Boyd Watterson price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Boyd Watterson lagged returns against current returns
Autocorrelation, which is Boyd Watterson mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Boyd Watterson's mutual fund expected returns. We can calculate the autocorrelation of Boyd Watterson returns to help us make a trade decision. For example, suppose you find that Boyd Watterson has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Boyd Watterson regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Boyd Watterson mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boyd Watterson mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boyd Watterson mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Boyd Watterson Lagged Returns
When evaluating Boyd Watterson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boyd Watterson mutual fund have on its future price. Boyd Watterson autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Boyd Watterson autocorrelation shows the relationship between Boyd Watterson mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Boyd Watterson Limited.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Boyd Mutual Fund
Boyd Watterson financial ratios help investors to determine whether Boyd Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Boyd with respect to the benefits of owning Boyd Watterson security.
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